Additional Services
ASX Commodities: Energy
Energy Data Centre
A premium online data resource for the ASX energy derivatives markets. ASX’s energy data centre
provides our customers with a comprehensive source of energy derivatives price and trade data.
The data centre enables energy market participants to benchmark energy hedges, identify market
trends and conduct other analyses. All data is available for download, enabling you to import the
data into your own internal systems.
Key Features
Snapshot Packages
•15 minute delayed market data for futures and options
products
For customers who do not require ongoing access to the data
centre, we also offer one-off historical snapshot packages for
both Australian and New Zealand electricity markets:
•Implied prices for off-peak, strips and inter-regionals
•Trade log which tracks real time trades as well as a full trade
history
•Historical data (including price, volume and open interest)
•Aggregated key market statistics (by region and contract)
•Access to daily Settlement Price and Open Interest files
Full History
This package contains a comprehensive dataset of open, high,
low, bid/offer at close, settlement prices, volume and open
interest data for each product on a daily basis.
Settlement Prices
This package contains the official daily settlement prices and
open interest for all listed contracts on a daily basis.
Subscription Packages
We have two main data packages available as an annual subscription which provide access to our data centre.
1. Australian Electricity
2. New Zealand Electricity
Easy access to historical data
Intuitive charting
Our flexible web interface enables you to apply a
range of filters to the data, enabling you to quickly
zoom in on the information you need. Filters
include product type (e.g. futures, options), region,
load, maturity for the timeframe of your choice.
Our data centre includes charting
functionality which enables you to
visualise complex data to identify price
movements and trends alongside trading
activity levels.
Training
Increase your understanding of the ASX Australian energy derivatives market. ASX Commodities’
training courses provide energy market participants with key knowledge about our energy
derivatives and their role in the complex Australian energy market. Understand the full suite of
ASX energy derivative products, their specifications and characteristics / risk profile as well as
how they are typically used in relation to the underlying physical market.
Available Courses
Who should attend?
Australian Electricity Futures
Our training courses are attended by a broad range of
organisations across the energy industry including:
Key Topics:
•The Australian Electricity Pool Market
•The ASX Electricity Derivatives Market
•Contract Specifications and Trading Mechanisms
•Daily Settlement Price Procedures
•Margining at ASX Clear (Futures)
Australian Electricity Options
Key Topics:
•Introduction to Australian Electricity Options
•Electricity option valuation (strip options and average rate
options)
•The Option Greeks: Delta, Vega, Gamma, Theta, Rho and Charm
•Electricity Hedging Strategies
•Basic Volatility Trading Strategies
•Skew Trading - Deal Execution and Strategy
•Managing the Option Expiry
•National Electricity Market (NEM) Participants;
•Commercial and Investment Banks;
•Brokers, Prime Brokers;
•Hedge Funds and Institutional Investors;
•Risk managers;
•Portfolio Managers;
•Traders and Analysts; and
•Industry Regulators.
Course Format
Courses are conducted regularly across Sydney, Melbourne
and Brisbane.
Duration
1 day (9am – 4pm) Refreshments and lunch are provided
Materials
•Training handbook
•Course certificate
Further Information
For further information on the Energy Data Centre
or Training workshops, please contact:
Chris Pugh
Manager, Energy Sales
T: +61 (0)2 9227 0421
M: +61 (0)400 992 273
E: [email protected]
For customers who have specific
training requirements, we also
provide customised in-house courses.
Michael Konya
Client Services Manager
T: +61 (0)2 9227 0419
M: +61 (0)447 808 421
E: [email protected]
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This is for general information purposes only, does not constitute financial product advice and is provided on a non-reliance basis.
By accepting and retaining this information, the recipient represents that the recipient is a wholesale client. You should obtain
independent professional advice in assessing the effect of the information on your circumstances and before making any financial
decisions. ASX Energy Limited does not give any warranty or representation as to the accuracy, reliability or completeness of the
information. To the maximum extent permitted by law, ASX Energy and its related bodies corporate and their employees, officers
and contractors shall not be liable for any loss or damage arising in any way (including by way of negligence or otherwise) from or in
connection with any information provided or omitted or from any one acting or refraining to act in reliance on this information.
ASX Energy Limited, ABN 46 100 426 542, is a New Zealand registered company and holds an Australian Financial Services Licence
(no. 305331). ASX Energy Limited is a related entity of ASX Limited.
© Copyright 2016 ASX Operations Pty Limited ABN 42 004 523 782. All rights reserved 2016.
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